+163.9%
SO vs RMD
+271.6%
-107.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.7% |
| 7D | +1.0% | -4.5% | +5.5% | +2.0% |
| 30D | -3.2% | +4.6% | -7.8% | -4.3% |
| 3M | -1.7% | +14.8% | -16.5% | -5.0% |
| 6M | -7.2% | -12.1% | +4.9% | -5.1% |
| YTD | +4.6% | -7.5% | +12.0% | +5.4% |
| 1Y | +1.2% | -20.1% | +21.3% | +5.3% |
| 3Y | +45.3% | +53.9% | -8.6% | +24.9% |
| 5Y | +58.7% | -22.2% | +80.9% | +61.9% |
| All | +163.9% | +271.6% | -107.7% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling